Abstract
We give a new example for a proper scoring rule motivated by the form of Anderson–Darling distance of distribution functions and an example of Brehmer and Gneiting.
Acknowledgments
I am grateful to Jonas Brehmer for his comments to preliminary versions of the paper that helped me a lot. I thank Sándor Baran for calling my attention to the paper of Gneiting and Ranjan (Citation2011). I would like to thank the referee for the comments that helped me to improve the paper.